Anic Equity

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Total return since start: 0.69 %

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Equity now: -----------------------------> 51632.88 Kr

Max Equity ever reached: ------------> 51944.38 Kr

Portfolio value: --------------------------> 48433.82 Kr

PnL: ---------------------------------------> -653.75 Kr

DD now: ---------------------------------> -0.6 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-02-01 15:27:11.626000'

Anic Portfolio

Today

Return: -0.012 %

This Week

Return: 8.638 %

Total

Return: 69.033 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HMS Networks	2	4.370000	812.400000	139.400000	20.710000	673.000000
FM Mattsson Mora Group B	54	-3.470000	3304.800000	124.800000	3.920000	3180.000006
Nordea Bank Abp	29	0.740000	3557.720000	103.720000	3.000000	3453.999992
SAAB B	8	1.100000	3454.400000	77.400000	2.290000	3377.000000
HEBA B	70	1.440000	2712.500000	76.500000	2.900000	2636.000010
Fasadgruppen Group	38	0.910000	4202.800000	61.800000	1.490000	4140.999992
Swedbank A	3	2.500000	616.200000	52.200000	9.260000	564.000000
Resurs Holding	22	1.120000	618.200000	44.200000	7.700000	573.999998
AcadeMedia	12	0.610000	594.960000	37.960000	6.820000	557.000004
MedCap	2	-1.080000	458.000000	37.000000	8.790000	421.000000
Samhällsbyggnadsbo. i Norden B	20	2.790000	390.500000	35.500000	10.000000	355.000000
Norva24 Group	16	-0.440000	573.440000	30.440000	5.610000	543.000000
Intrum	4	2.260000	551.600000	24.600000	4.670000	527.000000
OEM International B	7	1.680000	551.600000	23.600000	4.470000	527.999997
Securitas B	6	1.910000	582.960000	12.960000	2.270000	570.000000
Eastnine	4	0.320000	502.400000	11.400000	2.320000	491.000000
Coor Service Management Hold.	8	1.050000	539.600000	7.600000	1.430000	532.000000
Fastighetsbolag. Emilshus Pref	21	-1.100000	565.950000	3.950000	0.700000	562.000005
Boozt	12	1.620000	1657.200000	3.200000	0.190000	1653.999996
Karnov Group	9	-0.170000	539.100000	3.100000	0.580000	536.000004
Samhällsbyggnadsbo. i Norden D	12	-0.100000	246.960000	0.960000	0.390000	246.000000
Creaspac SPAC	6	-0.310000	577.200000	0.200000	0.030000	577.000002
Handelsbanken A	5	0.140000	545.000000	-1.000000	-0.180000	546.000000
Corem Property Group B	59	1.940000	574.660000	-2.340000	-0.410000	576.999999
Midsona B	63	0.660000	578.970000	-4.030000	-0.690000	582.999984
Sampo Oyj SDB	7	0.550000	3843.000000	-7.000000	-0.180000	3850.000000
CTEK	13	2.290000	511.290000	-22.710000	-4.250000	533.999999
International Petroleum Corp.	5	0.000000	562.500000	-32.070000	-5.390000	594.565215
Essity B	2	-1.650000	536.400000	-37.600000	-6.550000	574.000000
Vivesto	1368	-0.240000	559.510000	-53.490000	-8.730000	612.999432
Essity A	4	-1.280000	1078.000000	-71.000000	-6.180000	1149.000000
OX2	22	4.540000	1850.200000	-138.800000	-6.980000	1989.000002
Beijer Electronics Group	27	-1.980000	2943.000000	-141.000000	-4.570000	3083.999994
Axfood	15	-3.310000	3900.000000	-400.000000	-9.300000	4300.000005
Ovzon	64	-1.690000	3340.800000	-655.200000	-16.400000	3996.000000
TOTAL			48433.820000	-653.750000	-0.59968%	49087.564636

Updated:

'2023-02-01 15:27:24.514342'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.